CME British Pound Future March 2017
| Trading Metrics calculated at close of trading on 06-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.2342 |
1.2432 |
0.0090 |
0.7% |
1.2299 |
| High |
1.2450 |
1.2449 |
-0.0001 |
0.0% |
1.2450 |
| Low |
1.2287 |
1.2278 |
-0.0009 |
-0.1% |
1.2217 |
| Close |
1.2427 |
1.2293 |
-0.0134 |
-1.1% |
1.2293 |
| Range |
0.0163 |
0.0171 |
0.0008 |
4.9% |
0.0233 |
| ATR |
0.0121 |
0.0125 |
0.0004 |
3.0% |
0.0000 |
| Volume |
142,945 |
114,636 |
-28,309 |
-19.8% |
471,067 |
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2853 |
1.2744 |
1.2387 |
|
| R3 |
1.2682 |
1.2573 |
1.2340 |
|
| R2 |
1.2511 |
1.2511 |
1.2324 |
|
| R1 |
1.2402 |
1.2402 |
1.2309 |
1.2371 |
| PP |
1.2340 |
1.2340 |
1.2340 |
1.2325 |
| S1 |
1.2231 |
1.2231 |
1.2277 |
1.2200 |
| S2 |
1.2169 |
1.2169 |
1.2262 |
|
| S3 |
1.1998 |
1.2060 |
1.2246 |
|
| S4 |
1.1827 |
1.1889 |
1.2199 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2889 |
1.2421 |
|
| R3 |
1.2786 |
1.2656 |
1.2357 |
|
| R2 |
1.2553 |
1.2553 |
1.2336 |
|
| R1 |
1.2423 |
1.2423 |
1.2314 |
1.2372 |
| PP |
1.2320 |
1.2320 |
1.2320 |
1.2294 |
| S1 |
1.2190 |
1.2190 |
1.2272 |
1.2139 |
| S2 |
1.2087 |
1.2087 |
1.2250 |
|
| S3 |
1.1854 |
1.1957 |
1.2229 |
|
| S4 |
1.1621 |
1.1724 |
1.2165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2450 |
1.2217 |
0.0233 |
1.9% |
0.0144 |
1.2% |
33% |
False |
False |
115,022 |
| 10 |
1.2450 |
1.2217 |
0.0233 |
1.9% |
0.0110 |
0.9% |
33% |
False |
False |
87,712 |
| 20 |
1.2760 |
1.2217 |
0.0543 |
4.4% |
0.0118 |
1.0% |
14% |
False |
False |
75,594 |
| 40 |
1.2805 |
1.2217 |
0.0588 |
4.8% |
0.0127 |
1.0% |
13% |
False |
False |
38,796 |
| 60 |
1.2805 |
1.2119 |
0.0686 |
5.6% |
0.0122 |
1.0% |
25% |
False |
False |
26,028 |
| 80 |
1.3314 |
1.2119 |
0.1195 |
9.7% |
0.0125 |
1.0% |
15% |
False |
False |
19,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3176 |
|
2.618 |
1.2897 |
|
1.618 |
1.2726 |
|
1.000 |
1.2620 |
|
0.618 |
1.2555 |
|
HIGH |
1.2449 |
|
0.618 |
1.2384 |
|
0.500 |
1.2364 |
|
0.382 |
1.2343 |
|
LOW |
1.2278 |
|
0.618 |
1.2172 |
|
1.000 |
1.2107 |
|
1.618 |
1.2001 |
|
2.618 |
1.1830 |
|
4.250 |
1.1551 |
|
|
| Fisher Pivots for day following 06-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.2364 |
1.2344 |
| PP |
1.2340 |
1.2327 |
| S1 |
1.2317 |
1.2310 |
|